-89.8%
CDE vs TRV
+6,607.4%
-6,697.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.5% | -3.7% | -3.3% |
| 7D | -6.1% | -1.5% | -4.6% | -5.7% |
| 30D | +9.5% | -1.8% | +11.3% | +9.9% |
| 3M | +32.0% | +21.6% | +10.4% | +25.4% |
| 6M | -12.8% | +22.5% | -35.2% | -17.5% |
| YTD | +14.2% | +28.1% | -13.9% | +6.7% |
| 1Y | +36.3% | +37.0% | -0.7% | +24.9% |
| 3Y | +821.4% | +141.9% | +679.5% | +628.5% |
| 5Y | +194.3% | +158.5% | +35.8% | +127.5% |
| 10Y | +53.2% | +297.5% | -244.3% | +5.1% |
| All | -89.8% | +6,607.4% | -6,697.2% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling